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This article explores combinations of weighted bootstraps, like the Bayesian bootstrap, with the bootstrap $t$ method for setting approximate confidence intervals for the mean of a random variable in small samples. For this problem the…

Statistics Theory · Mathematics 2025-08-21 Art B. Owen

Interval censoring occurs when event times are only known to fall between scheduled assessments, a common design in clinical trials, epidemiology, and reliability studies. Standard right-censoring methods, such as Kaplan-Meier and Cox…

Methodology · Statistics 2025-09-04 J. T. Korley

Beta process is the standard nonparametric Bayesian prior for latent factor model. In this paper, we derive a structured mean-field variational inference algorithm for a beta process non-negative matrix factorization (NMF) model with…

Machine Learning · Statistics 2014-12-03 Dawen Liang , Matthew D. Hoffman

Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…

Methodology · Statistics 2025-08-05 Graham Gibson

This paper introduces the new data-dependent multiplier bootstrap for non-parametric analysis of survival data, possibly subject to competing risks. The new resampling procedure includes both the general wild bootstrap and the weird…

Statistics Theory · Mathematics 2015-08-25 Dennis Dobler , Jan Beyersmann , Markus Pauly

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which…

Methodology · Statistics 2022-01-19 Davide La Vecchia , Alban Moor , Olivier Scaillet

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

Recently, the Bayesian nonparametric approach in survival studies attracts much more attentions. Because of multi modality in survival data, the mixture models are very common in this field. One of the famous priors on Bayesian…

Applications · Statistics 2016-12-26 S. B. Hajjar , S. Khazaei

To go beyond standard first-order asymptotics for Cox regression, we develop parametric bootstrap and second-order methods. In general, computation of $P$-values beyond first order requires more model specification than is required for the…

Statistics Theory · Mathematics 2015-04-14 Donald A. Pierce , Ruggero Bellio

This paper considers a semiparametric approach within the general Bayesian linear model where the innovations consist of a stationary, mean zero Gaussian time series. While a parametric prior is specified for the linear model coefficients,…

Statistics Theory · Mathematics 2024-09-25 Claudia Kirch , Alexander Meier , Renate Meyer , Yifu Tang

The beta-Bernoulli process provides a Bayesian nonparametric prior for models involving collections of binary-valued features. A draw from the beta process yields an infinite collection of probabilities in the unit interval, and a draw from…

Methodology · Statistics 2011-09-16 Tamara Broderick , Michael I. Jordan , Jim Pitman

A comprehensive, unified approach to modeling arbitrarily censored spatial survival data is presented for the three most commonly-used semiparametric models: proportional hazards, proportional odds, and accelerated failure time. Unlike many…

Applications · Statistics 2017-07-04 Haiming Zhou , Timothy Hanson

Clustering procedures typically estimate which data points are clustered together, a quantity of primary importance in many analyses. Often used as a preliminary step for dimensionality reduction or to facilitate interpretation, finding…

Methodology · Statistics 2017-12-06 Ryan Giordano , Runjing Liu , Nelle Varoquaux , Michael I. Jordan , Tamara Broderick

Modern regression analyses are often undermined by covariate measurement error, misspecification of the regression model, and misspecification of the measurement error distribution. We present, to the best of our knowledge, the first…

Methodology · Statistics 2026-03-25 Mengqi Chen , Charita Dellaporta , Thomas B. Berrett , Theodoros Damoulas

We present a new approach to semiparametric inference using corrected posterior distributions. The method allows us to leverage the adaptivity, regularization and predictive power of nonparametric Bayesian procedures to estimate…

Methodology · Statistics 2023-06-21 Andrew Yiu , Edwin Fong , Chris Holmes , Judith Rousseau

Violation of the assumptions underlying classical (Gaussian) limit theory often yields unreliable statistical inference. This paper shows that the bootstrap can detect such violations by delivering simple and powerful diagnostic tests that…

Econometrics · Economics 2025-10-09 Giuseppe Cavaliere , Luca Fanelli , Iliyan Georgiev

The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…

Applications · Statistics 2024-01-26 Valerie Poynor , Athanasios Kottas

In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…

Statistics Theory · Mathematics 2012-11-26 Stefano Favaro , Antonio Lijoi , Igor Prünster

In this article, we present data-subsetting algorithms that allow for the approximate and scalable implementation of the Bayesian bootstrap. They are analogous to two existing algorithms in the frequentist literature: the bag of little…

Computation · Statistics 2019-03-25 Andrés F. Barrientos , Víctor Peña